Mediterranean Journal of Mathematics, Volume (15), No (86), Year (2018-6) , Pages (1-10)

Title : ( A Linear Hybridization of the Hestenes–Stiefel Method and the Memoryless BFGS Technique )

Authors: Saman Babaie-Kafaki , Reza Ghanbari ,

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Abstract

We suggest a linear combination of search directions of the Hestenes–Stiefel method and the memoryless BFGS (Broyden–Fletcher–Goldfarb–Shanno) technique. As a result, a one-parameter extension of the Hestenes–Stiefel method is proposed. Based on an eigenvalue analysis, we show that the method may ensure the descent property. In a least-squares scheme, parameter of the method is determined in a way to tend the search direction of the method to the search direction of the three-term conjugate gradient method proposed by Zhang et al. which satisfies the sufficient descent condition. We conduct a brief global convergence analysis for the proposed method under the Wolfe line search conditions. Comparative numerical experiments are done on a set of the CUTEr test problems and the detailed results are reported. They show practical efficiency of the proposed method.

Keywords

, Nonlinear programming, unconstrained optimization, conjugate gradient method, memoryless BFGS method, global convergence
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@article{paperid:1070352,
author = {Saman Babaie-Kafaki and Ghanbari, Reza},
title = {A Linear Hybridization of the Hestenes–Stiefel Method and the Memoryless BFGS Technique},
journal = {Mediterranean Journal of Mathematics},
year = {2018},
volume = {15},
number = {86},
month = {June},
issn = {1660-5446},
pages = {1--10},
numpages = {9},
keywords = {Nonlinear programming; unconstrained optimization; conjugate gradient method; memoryless BFGS method; global convergence},
}

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%0 Journal Article
%T A Linear Hybridization of the Hestenes–Stiefel Method and the Memoryless BFGS Technique
%A Saman Babaie-Kafaki
%A Ghanbari, Reza
%J Mediterranean Journal of Mathematics
%@ 1660-5446
%D 2018

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